Lattice filters for RLS estimation of a delta operator-based model

Jabbari F.

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Lattice filters for RLS estimation of a delta operator-based model

机译：格子滤波器，用于基于增量算子的模型的RLS估计

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A lattice filter algorithm is derived for the recursive least-squares (RLS) estimation of the parameters of the input-output model of a plant, based on the delta-operator formulation. The lattice derivation presented allows a numerically efficient implementation, particularly for large orders. The order-recursive property of the lattices is ideally suited for order determination techniques and applications where the order of the plant may change during operation. An example concerning parameter identification for a fourth-order plant with measurement noise is given.

机译：基于增量算子公式，推导了用于对工厂的输入输出模型的参数进行递归最小二乘（RLS）估计的晶格滤波器算法。提出的晶格推导可以实现数值有效的实现，特别是对于大订单。晶格的顺序递归特性非常适合于顺序确定技术和工厂的顺序在操作过程中可能发生变化的应用。给出了有关带有测量噪声的四阶工厂参数识别的示例。

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《IEEE Transactions on Automatic Control》 |1991年第7期|P.869-875|共7页
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Jabbari F.;
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Lattice filters for RLS estimation of a delta operator-based model

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